This 6 year US Small Caps, Australia, UK, and Switzerland stock market indexes note autocalls after the first year, if all 4 indexes are above their initial value. It pays a 3% coupon twice a year (6% annualized), as long as all indexes are above 100% of their initial value. The coupon has a memory function, so any missed premiums will be paid if the note autocalls.
The note provides 100% of the notional back at maturity as long as all the underlying Index (worst of) finishes equal to or above the 60% European Barrier. Otherwise, the investor will receive the cash equivalent of the worst performing Index.